Recent years have witnessed remarkable advances in audio-driven talking head generation. However, existing approaches predominantly focus on single-character scenarios. While some methods can create separate conversation videos between two individuals, the critical challenge of generating unified conversation videos with multiple physically co-present characters sharing the same spatial environment remains largely unaddressed. This setting presents two key challenges: audio-to-character correspondence control and the lack of suitable datasets featuring multi-character talking videos within the same scene. To address these challenges, we introduce Bind-Your-Avatar, an MM-DiT-based model specifically designed for multi-talking-character video generation in the same scene. Specifically, we propose (1) A novel framework incorporating a fine-grained Embedding Router that binds `who' and `speak what' together to address the audio-to-character correspondence control. (2) Two methods for implementing a 3D-mask embedding router that enables frame-wise, fine-grained control of individual characters, with distinct loss functions based on observed geometric priors and a mask refinement strategy to enhance the accuracy and temporal smoothness of the predicted masks. (3) The first dataset, to the best of our knowledge, specifically constructed for multi-talking-character video generation, and accompanied by an open-source data processing pipeline, and (4) A benchmark for the dual-talking-characters video generation, with extensive experiments demonstrating superior performance over multiple state-of-the-art methods.